Implied Volatility Skew (30-Day)

Implied Volatility Skew: A measurement that quantifies the difference in implied volatility of options at lower and higher strike prices.

Exxon Mobil Corporation (XOM) had 30-Day Implied Volatility Skew of -0.0595 for 2024-04-18.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1287
Historical Volatility (Parkinson)	0.1565
Implied Volatility (Calls)	0.2132
Implied Volatility (Puts)	0.2683
Implied Volatility (Mean)	0.2407
Put-Call Implied Volatility Ratio	1.2586
Implied Volatility Skew	-0.0595
Option Statistics
Put-Call Ratio (Volume)	0.8187
Put-Call Ratio (Open Interest)	0.5839
Forward Price	118.32
Call Breakeven Price	123.83
Put Breakeven Price	104.57
Option Breakeven Price	116.80